Higher-order stochastic expansions and approximate moments for non-linear models with heterogeneous observations
Year of publication: |
2021
|
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Authors: | Rilstone, Paul |
Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 19.2021, supplement 1, p. 99-120
|
Subject: | Approximate moments | Non-linear | Stochastic approximations | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Momentenmethode | Method of moments |
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